Diabetes mellitus is associated with an increased production of reactive oxygen species and a reduction in antioxidant defenses. This leads to oxidative stress, which is partly responsible for diabetic complications. Tight glycemic control is the most effective way of preventing or decreasing these complications. Nevertheless, antioxidant micronutrients can be proposed as adjunctive therapy in patients with diabetes. Indeed, some minerals and vitamins are able to indirectly participate in the reduction of oxidative stress in diabetic patients by improving glycemic control and/or are able to exert antioxidant activity. This article reviews the use of minerals (vanadium, chromium, magnesium, zinc, selenium, copper) and vitamins or cofactors (tocopherol [vitamin E], ascorbic acid [vitamin C], ubidecarenone [ubiquinone; coenzyme Q], nicotinamide, riboflavin, thioctic acid [lipoic acid], flavonoids) in diabetes, with a particular focus on the prevention of diabetic complications. Results show that dietary supplementation with micronutrients may be a complement to classical therapies for preventing and treating diabetic complications. Supplementation is expected to be more effective when a deficiency in these micronutrients exists. Nevertheless, many clinical studies have reported beneficial effects in individuals without deficiencies, although several of these studies were short term and had small sample sizes. However, a randomized, double-blind, placebo-controlled, multicenter trial showed that thioctic acid at an oral dosage of 800 mg/day for 4 months significantly improved cardiac autonomic neuropathy in type 2 diabetic patients. Above all, individuals with diabetes should be educated about the importance of consuming adequate amounts of vitamins and minerals from natural food sources, within the constraints of recommended sugar and carbohydrate intake.